Monaco Trading - Lead Quantitative Developer at Sei Labs

<p style="min-height:1.5em"><strong>About Monaco</strong></p><p style="min-height:1.5em"><em>Sub-millisecond execution. Institutional depth. Zero compromise. Built by Wall Street veterans and crypto-native builders from Tier1 institutions, Monaco powers spot, perps, and prediction markets on a unified execution engine — purpose-built for performance, compliance, and capital efficiency spanning across asset classes. Tailored experiences across trading styles, bound together by liquidity. This goes beyond just another exchange, and establishes the next-generation global trading network.</em></p><p style="min-height:1.5em"></p><p style="min-height:1.5em"><strong>The Role</strong></p><p style="min-height:1.5em">We are looking for a <strong>Lead Quantitative Developer</strong>, with experience in designing and implementing systematic risk management frameworks. You will be entrusted with shaping the design, implementation, and maintenance of the core risk engines for Monaco across a variety of products and asset classes. This is an opportunity to work directly with the founders, and deliver a best-in-class trading experience.<br /></p><p style="min-height:1.5em"><strong>Key Responsibilities</strong></p><ul style="min-height:1.5em"><li><p style="min-height:1.5em">Leading the design and implementation of the core risk engine, including a robust multi-instrument margining system, that encompasses crypto + RWA assets</p></li><li><p style="min-height:1.5em">Shaping the design and growth of additional products (DOVs, iterative looping vaults, etc) with a risk-first approach.<br /></p></li></ul><p style="min-height:1.5em"><strong>Who You Are</strong></p><ul style="min-height:1.5em"><li><p style="min-height:1.5em">6+ years of experience across systematic trading and/or quant-dev roles, ideally cross-asset (crypto + traditional asset classes)</p></li><li><p style="min-height:1.5em">Deep understanding of crypto market microstructure (including oracle design), risk management frameworks used across existing CEXs/DEXs, as well as traditional finance models (VaR based tests, SPAN, SIMM, etc)</p></li><li><p style="min-height:1.5em">Must be proficient in Rust</p></li><li><p style="min-height:1.5em">High agency individual that is able to ideate and execute, while balancing breadth and depth of technical understanding</p></li><li><p style="min-height:1.5em">Bonuses:</p><ul style="min-height:1.5em"><li><p style="min-height:1.5em">Prior experience on an exchange risk management team</p></li><li><p style="min-height:1.5em">Understanding of low-level architecture / hardware optimization</p></li></ul></li></ul>